-19.0%
LBRT vs WSM
+1,088.6%
-1,107.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -15.7% | +3.1% | -18.8% | -16.6% |
| 30D | -34.3% | +8.5% | -42.8% | -36.5% |
| 3M | -40.6% | +4.6% | -45.2% | -42.0% |
| 6M | -62.0% | +44.5% | -106.5% | -67.1% |
| YTD | -31.6% | +48.4% | -80.1% | -41.9% |
| 1Y | -25.8% | +36.2% | -62.0% | -35.1% |
| 3Y | -30.4% | +268.8% | -299.1% | -59.8% |
| 5Y | +18.7% | +185.2% | -166.6% | -28.4% |
| All | -19.0% | +1,088.6% | -1,107.7% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling